Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49330.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45269.35 Kr¶

PnL: ---------------------------------------> 213.35 Kr¶

DD now: ---------------------------------> -7.134 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:15:41.023492'

Anic Portfolio¶

Today¶

Return: 0.936 %¶

This Week¶

Return: 0.056 %¶

Total portfolio value¶

Return including deposits: 61.496 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.870000 1675.260000 206.260000 14.040000 1468.999998
Sedana Medical 93 4.340000 2680.260000 159.260000 6.320000 2521.000011
Orrön Energy 180 4.070000 2140.200000 97.200000 4.760000 2043.000000
Atrium Ljungberg B 5 3.670000 987.500000 52.500000 5.610000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.240000 829.200000 37.200000 4.700000 792.000000
JM 6 2.600000 900.600000 36.600000 4.240000 864.000000
Sagax B 4 2.580000 889.200000 35.200000 4.120000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Hexatronic Group 12 1.760000 985.200000 18.200000 1.880000 966.999996
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
BioGaia B 8 0.510000 939.200000 9.200000 0.990000 930.000000
Bilia A 8 0.890000 908.000000 8.000000 0.890000 900.000000
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.580000 832.800000 0.800000 0.100000 832.000000
ASSA ABLOY B 3 -0.770000 769.800000 -9.200000 -1.180000 779.000001
Biotage 7 -1.260000 931.000000 -10.000000 -1.060000 940.999997
Alimak Group 11 -0.480000 913.000000 -15.000000 -1.620000 927.999996
OX2 13 -0.830000 932.750000 -17.250000 -1.820000 949.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
Nordic Waterproofing Holding 7 -0.150000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -2.200000 911.500000 -28.500000 -3.030000 940.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Latour B 4 -0.390000 814.800000 -42.200000 -4.920000 857.000000
Addnode Group B 11 -2.560000 878.350000 -42.650000 -4.630000 921.000003
Hexagon B 26 0.500000 3407.300000 -53.700000 -1.550000 3461.000010
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
BHG Group 97 2.290000 1386.130000 -72.870000 -4.990000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45269.350000 213.350000 -7.13435% 45056.000411

Updated:¶

'2023-07-04 11:15:57.827489'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶